TurtleTrade/architecture_plan.md

Architecture Plan for TurtleOnTime.py

Overview

This document outlines a plan to refactor the TurtleOnTime.py file to improve its architecture, maintainability, and testability.

Current Issues

• Single Responsibility Principle violation
• Tight coupling
• Lack of modularity
• Limited testability

Proposed Solution

1. Refactor the TurtleTrading class into smaller, more focused classes.
2. Introduce dependency injection to decouple components.
3. Create a configuration class to store configuration parameters.
4. Implement robust error handling.
5. Add logging.
6. Create unit tests.

Class Diagram

graph TD
    A[Understand Current Architecture] --> B{Read TurtleOnTime.py};
    B --> C[Identify Key Components];
    C --> D[Analyze Data Flow];
    D --> E[Assess Code Structure & Modularity];
    E --> F[Identify Potential Bottlenecks & Areas for Improvement];
    F --> G[Propose Architectural Changes & Refactoring];
    G --> H[Create Detailed Improvement Plan];
    H --> I[Present Improvement Plan (Mermaid Diagram)];
    I --> J[Seek User Approval];
    J -- Approved --> K[Write to File (if approved)];
    J -- Rejected --> L[Revise Plan];
    L --> I;

graph TD
    A[TurtleTrading Class] --> B(DataFetcher Class)
    A --> C(DonchianChannelCalculator Class)
    A --> D(PositionSizer Class)
    A --> E(TradingStrategy Class)
    F[Config Class] --> A
    G[Unit Tests] --> A

Detailed Steps

• DataFetcher Class: Responsible for fetching data from various sources (e.g., Akshare). Should be configurable to support different data sources.
• DonchianChannelCalculator Class: Calculates Donchian channels. Should be reusable for different timeframes.
• PositionSizer Class: Determines the size of positions based on risk tolerance and other factors.
• TradingStrategy Class: Encapsulates the trading logic. Should be easily swappable to test different strategies.
• Config Class: Stores configuration parameters, such as data source URLs and trading strategy parameters.
• Error Handling: Implement try-except blocks to catch and handle exceptions gracefully. Log errors to a file for debugging.
• Logging: Use a logging library to track important events and debug issues.
• Unit Tests: Create unit tests to verify the correctness of individual components.